0.20Open0.20Pre Close31 Volume433 Open Interest10.50Strike Price797.00Turnover67.48%IV0.83%PremiumDec 20, 2024Expiry Date0.39Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7206Delta0.4613Gamma20.74Leverage Ratio-0.0368Theta0.0007Rho14.95Eff Leverage0.0036Vega